Exit Timing in Quantstrat
use lag() as your signal function. e.g. x<-xts(sample(c(rep(0,5),1),100,replace=TRUE),as.Date(1:100)) cbind(x,lag(x,-5)) the second column demonstrates your signal column. Regards, Brian
On Thu, 2016-01-07 at 22:45 +0900, Damon Verial wrote:
Let's say I want to exit a certain number of days after I see a certain candlestick pattern. How would I do this in quantstrat? I have the candlestick pattern programming down, but I don't know how to make the exit rule align with the candlestick pattern. Assume I have an indicator called "candlestick." How would I assign the signal and rule to exit X days after seeing the indicator? Damon Verial Office: (206) 395-3688 Skype: DamonVerial YouTube Channel <https://www.youtube.com/channel/UChoZqpn_fLmoExx2g4KL58A> Is Altria Group a Quality Investment? <http://seekingalpha.com/article/3788476-is-altria-group-a-quality-investment> I purposely keep my emails to 5 sentences or fewer - which is a miracle for a writer. I do this to show that I respect both your time and mine. [[alternative HTML version deleted]]
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